Trading Metrics calculated at close of trading on 02-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,487 |
16,073 |
-414 |
-2.5% |
16,405 |
High |
16,493 |
16,347 |
-146 |
-0.9% |
16,684 |
Low |
15,959 |
16,020 |
61 |
0.4% |
15,285 |
Close |
16,087 |
16,330 |
243 |
1.5% |
16,659 |
Range |
534 |
327 |
-207 |
-38.8% |
1,399 |
ATR |
363 |
360 |
-3 |
-0.7% |
0 |
Volume |
297,120 |
228,501 |
-68,619 |
-23.1% |
1,936,279 |
|
Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,213 |
17,099 |
16,510 |
|
R3 |
16,886 |
16,772 |
16,420 |
|
R2 |
16,559 |
16,559 |
16,390 |
|
R1 |
16,445 |
16,445 |
16,360 |
16,502 |
PP |
16,232 |
16,232 |
16,232 |
16,261 |
S1 |
16,118 |
16,118 |
16,300 |
16,175 |
S2 |
15,905 |
15,905 |
16,270 |
|
S3 |
15,578 |
15,791 |
16,240 |
|
S4 |
15,251 |
15,464 |
16,150 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,406 |
19,932 |
17,429 |
|
R3 |
19,007 |
18,533 |
17,044 |
|
R2 |
17,608 |
17,608 |
16,916 |
|
R1 |
17,134 |
17,134 |
16,787 |
17,371 |
PP |
16,209 |
16,209 |
16,209 |
16,328 |
S1 |
15,735 |
15,735 |
16,531 |
15,972 |
S2 |
14,810 |
14,810 |
16,403 |
|
S3 |
13,411 |
14,336 |
16,274 |
|
S4 |
12,012 |
12,937 |
15,890 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,684 |
15,959 |
725 |
4.4% |
348 |
2.1% |
51% |
False |
False |
246,907 |
10 |
17,320 |
15,285 |
2,035 |
12.5% |
528 |
3.2% |
51% |
False |
False |
328,243 |
20 |
17,573 |
15,285 |
2,288 |
14.0% |
368 |
2.3% |
46% |
False |
False |
238,494 |
40 |
18,075 |
15,285 |
2,790 |
17.1% |
273 |
1.7% |
37% |
False |
False |
181,916 |
60 |
18,108 |
15,285 |
2,823 |
17.3% |
250 |
1.5% |
37% |
False |
False |
167,787 |
80 |
18,250 |
15,285 |
2,965 |
18.2% |
222 |
1.4% |
35% |
False |
False |
126,077 |
100 |
18,250 |
15,285 |
2,965 |
18.2% |
211 |
1.3% |
35% |
False |
False |
100,870 |
120 |
18,250 |
15,285 |
2,965 |
18.2% |
200 |
1.2% |
35% |
False |
False |
84,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,737 |
2.618 |
17,203 |
1.618 |
16,876 |
1.000 |
16,674 |
0.618 |
16,549 |
HIGH |
16,347 |
0.618 |
16,222 |
0.500 |
16,184 |
0.382 |
16,145 |
LOW |
16,020 |
0.618 |
15,818 |
1.000 |
15,693 |
1.618 |
15,491 |
2.618 |
15,164 |
4.250 |
14,630 |
|
|
Fisher Pivots for day following 02-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,281 |
16,319 |
PP |
16,232 |
16,308 |
S1 |
16,184 |
16,297 |
|